I, personally, would recommend Google Analytics. They are the best at gathering information on customers, web traffic, and user behavior.
They have a very good online course which I'll link here for you. https://analytics.google.com/analytics/academy/
I've been using google analytics for a while and I really enjoy it!
If you need any further instruction, other ways to gather user data, or would like someone in person to walk you through how to get it set up feel free to reach out to me.

Best of luck!!!
- Kyle

There area a number of tools depending on the detail you want to measure and your budget.
Google Analytics is easy to install - free to use - and gives decent amount of analytics that you can use to measure a lot of variables to find out your retention (how much time a user spends on a page, bounce rate, unique vs returning visitor etc.)

On the more professional end of the spectrum, there are solutions like ahrefs, semrush... These are somewhat more focused on SEO and search analytics, however they can generate great insights. I have personally used ahrefs, and although I find it a tad on the expensive side, it can be worth the money if you can utilize it.

Best tools:
Google Analytics: free
Bing webmaster: free
Yandex webmaster: free

If your business is global you need access more micro data.

Google Analytics reports show 2 metrics by default:
New Users = those are NOT returning users
Users = new users + returning users

However, if you want to show the number of RETURNING USERS in your reports, you can create a calculated metric, you can name it "returning users", then apply the formula (users - new users). After you creating a calculated metric, you can then use it in your reports. What is cool about this is that calculated metrics will incorporate past data!

source: I am a digital analytics specialist
( https://www.lucapennisi.com )